+572.0%
NTAP vs OVV
+50.1%
+521.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -15.1% | -16.7% | +1.6% | -11.9% |
| 30D | -28.1% | -1.5% | -26.6% | -27.9% |
| 3M | -11.4% | +1.6% | -13.0% | -12.0% |
| 6M | +52.2% | +2.0% | +50.2% | +50.7% |
| YTD | +60.4% | +56.8% | +3.6% | +45.3% |
| 1Y | +51.0% | +64.8% | -13.8% | +35.1% |
| 3Y | +135.6% | +38.3% | +97.3% | +114.2% |
| 5Y | +107.5% | +84.9% | +22.6% | +70.8% |
| All | +572.0% | +50.1% | +521.9% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling